Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces (Q1034242)

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scientific article; zbMATH DE number 5629493
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Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces
scientific article; zbMATH DE number 5629493

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    Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces (English)
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    11 November 2009
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    Let \(H\) be a real separable Hilbert space, let \(\{X_n;n\geq1\}\) be a sequence of i.i.d. \(H\)-valued random variables with zero mean and covariance operator \(\Sigma\), and put \(S_n=X_1+\dots+X_n\). Following a standard approach, the authors compute \(\lim_{\varepsilon\searrow0}\sum_{n\geq1}(\log n)^{b}n^{-3/2}E\{\|S_{n}\|-\sigma\varepsilon\sqrt{n\log n}\}_+\), where \(b>-1\) and \(\sigma^2\) denotes the largest eigenvalue of \(\Sigma\).
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    law of the logarithm
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    moment convergence
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    tail probability
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    strong approximation
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